BAP (Credicorp LTD)
Expected Move & Straddle Price History
The expected move for BAP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current BAP Expected Move
30-Day Straddle
$26.75
7-Day Straddle
$10.53
Avg IV
0.5%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to BAP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260818 | $26.75 | $10.53 | 0.5% | 4% |
| 20260817 | $28.00 | $11.05 | 0.4% | 2% |
| 20260814 | $27.50 | $14.10 | 0.4% | 0% |
| 20260813 | $32.95 | $23.15 | 0.5% | 0% |
| 20260812 | $33.70 | $22.45 | 0.5% | 2% |
| 20260811 | $36.60 | $24.30 | 0.5% | 2% |
| 20260810 | $38.35 | $24.00 | 0.5% | 0% |
| 20260806 | $43.60 | $29.75 | 0.5% | 0% |
| 20260805 | $30.40 | $30.40 | 1.0% | 93% |
| 20260804 | $30.75 | $30.75 | 0.9% | 85% |
| 20260803 | $31.75 | $31.75 | 0.9% | 77% |
| 20260731 | $33.10 | $33.10 | 0.9% | 80% |
| 20260730 | $32.25 | $32.25 | 0.8% | 69% |
| 20260729 | $33.10 | $33.10 | 0.8% | 70% |
| 20260728 | $33.40 | $33.40 | 0.8% | 59% |
| 20260727 | $34.10 | $34.10 | 0.8% | 60% |
| 20260724 | $35.80 | $35.80 | 0.7% | 54% |
| 20260723 | $37.15 | $37.15 | 0.8% | 59% |
| 20260722 | $37.65 | $37.65 | 0.7% | 48% |
| 20260721 | $37.20 | $37.20 | 0.7% | 54% |
| 20260720 | $38.35 | $38.35 | 0.7% | 48% |
| 20260716 | $39.55 | $8.00 | 0.7% | 43% |
| 20260715 | $40.75 | $10.50 | 0.7% | 46% |
| 20260714 | $41.60 | $13.20 | 0.7% | 45% |
| 20260713 | $41.45 | $14.55 | 0.7% | 44% |
| 20260710 | $42.85 | $15.05 | 0.7% | 43% |
| 20260709 | $43.40 | $18.25 | 0.7% | 44% |
| 20260708 | $42.55 | $18.10 | 0.6% | 40% |
| 20260707 | $44.30 | $20.15 | 0.7% | 41% |
| 20260706 | $44.85 | $22.50 | 0.6% | 38% |
| 20260702 | $23.15 | $23.15 | 0.8% | 62% |
| 20260701 | $24.10 | $24.10 | 0.8% | 75% |
| 20260630 | $25.05 | $25.05 | 0.8% | 60% |
| 20260629 | $27.45 | $27.45 | 0.8% | 63% |
| 20260626 | $27.95 | $27.95 | 0.7% | 55% |
| 20260625 | $28.85 | $28.85 | 0.7% | 50% |
| 20260624 | $29.45 | $29.45 | 0.7% | 51% |
| 20260623 | $29.90 | $29.90 | 0.7% | 33% |
| 20260622 | $31.50 | $31.50 | 0.7% | 32% |
| 20260618 | $32.60 | $4.92 | 0.6% | 25% |
| 20260617 | $34.25 | $7.15 | 0.7% | 31% |
| 20260616 | $32.70 | $10.75 | 0.6% | 21% |
| 20260615 | $34.10 | $12.50 | 0.6% | 20% |
| 20260613 | $36.10 | $14.35 | 0.6% | 20% |
| 20260612 | $36.00 | $14.15 | 0.6% | 22% |
| 20260611 | $38.90 | $20.40 | 0.6% | 22% |
| 20260610 | $40.25 | $23.85 | 0.6% | 17% |
| 20260609 | $40.20 | $25.70 | 0.6% | 17% |
| 20260608 | $43.75 | $31.80 | 0.6% | 16% |
| 20260605 | $45.50 | $34.65 | 0.5% | 14% |
| 20260604 | $39.10 | $29.85 | 0.5% | 7% |
| 20260603 | $39.85 | $29.60 | 0.5% | 13% |
| 20260602 | $31.40 | $31.40 | 0.6% | 22% |
| 20260601 | $30.70 | $30.70 | 0.6% | 23% |
| 20260529 | $30.85 | $30.85 | 0.5% | 14% |
| 20260528 | $29.90 | $29.90 | 0.5% | 7% |
| 20260527 | $32.35 | $32.35 | 0.6% | 21% |
| 20260526 | $33.50 | $33.50 | 0.6% | 16% |
| 20260510 | $38.85 | $17.45 | 0.6% | 23% |
| 20260508 | $38.85 | $17.45 | 0.6% | 22% |